Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
PPOthreshold and PPO.Entry.Timeframe

BEST PARAMETERS
PPOthreshold = -0.5
PPO.Entry.Timeframe = 15
Profit account= 90 (per day adjusted to desire% DD )
Activity = 4.98 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for PPOthreshold = -0.5 and PPO.Entry.Timeframe = 15

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
36 17819.69 839.06 3865.43 5 166 123 -12.9 -0.5 15 EURGBP 12.88477 77.611029 23283.3087 13830.045 16.482784 0.1978404 No
156 50586.32 863.31 11344.79 6 371 275 -37.8 -0.5 15 GBPUSD 37.81597 26.443857 7933.1570 13376.974 15.494983 0.4297413 No
6 95214.09 874.70 35120.77 7 574 438 -117.1 -0.5 15 AUDUSD 117.06923 8.541954 2562.5862 8133.144 9.298209 0.6562250 No
186 91267.52 874.44 43315.59 6 585 449 -144.4 -0.5 15 NZDUSD 144.38530 6.925913 2077.7738 6321.109 7.228751 0.6689996 No
216 43867.06 864.61 21648.65 6 258 186 -72.2 -0.5 15 USDCAD 72.16217 13.857677 4157.3031 6078.956 7.030864 0.2984004 No
96 135123.94 865.17 68176.22 7 323 231 -227.3 -0.5 15 EURUSD 227.25407 4.400361 1320.1084 5945.942 6.872570 0.3733370 No
246 51540.36 874.30 26012.45 5 338 237 -86.7 -0.5 15 USDCHF 86.70817 11.532939 3459.8817 5944.118 6.798717 0.3865950 No
126 132506.90 870.57 74461.74 7 497 350 -248.2 -0.5 15 GBPJPY 248.20580 4.028915 1208.6744 5338.590 6.132293 0.5708903 No
66 120058.06 866.00 78616.73 8 426 304 -262.1 -0.5 15 EURJPY 262.05577 3.815982 1144.7945 4581.394 5.290293 0.4919169 No
276 202746.64 871.84 142025.16 8 407 284 -473.4 -0.5 15 USDJPY 473.41720 2.112302 633.6905 4282.621 4.912164 0.4668288 Yes
306 202746.64 871.84 142025.16 8 407 284 -473.4 -0.5 15 USDJPY 473.41720 2.112302 633.6905 4282.621 4.912164 0.4668288 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 15 minutes
15 BLAI.length 60
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 15
27 BB.Exit.number.of.SDs 1.5